ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 26-Mar-2013
Day Change Summary
Previous Current
25-Mar-2013 26-Mar-2013 Change Change % Previous Week
Open 131-145 131-165 0-020 0.0% 131-085
High 131-240 131-235 -0-005 0.0% 131-240
Low 131-030 131-100 0-070 0.2% 131-025
Close 131-185 131-225 0-040 0.1% 131-165
Range 0-210 0-135 -0-075 -35.7% 0-215
ATR 0-162 0-160 -0-002 -1.2% 0-000
Volume 1,356,646 1,122,865 -233,781 -17.2% 6,140,907
Daily Pivots for day following 26-Mar-2013
Classic Woodie Camarilla DeMark
R4 132-272 132-223 131-299
R3 132-137 132-088 131-262
R2 132-002 132-002 131-250
R1 131-273 131-273 131-237 131-298
PP 131-187 131-187 131-187 131-199
S1 131-138 131-138 131-213 131-162
S2 131-052 131-052 131-200
S3 130-237 131-003 131-188
S4 130-102 130-188 131-151
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 133-148 133-052 131-283
R3 132-253 132-157 131-224
R2 132-038 132-038 131-204
R1 131-262 131-262 131-185 131-310
PP 131-143 131-143 131-143 131-168
S1 131-047 131-047 131-145 131-095
S2 130-248 130-248 131-126
S3 130-033 130-152 131-106
S4 129-138 129-257 131-047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-240 131-030 0-210 0.5% 0-156 0.4% 93% False False 1,139,291
10 131-240 130-035 1-205 1.2% 0-164 0.4% 97% False False 1,240,778
20 132-005 130-000 2-005 1.5% 0-154 0.4% 84% False False 1,197,522
40 132-005 129-190 2-135 1.8% 0-155 0.4% 87% False False 675,351
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-169
2.618 132-268
1.618 132-133
1.000 132-050
0.618 131-318
HIGH 131-235
0.618 131-183
0.500 131-168
0.382 131-152
LOW 131-100
0.618 131-017
1.000 130-285
1.618 130-202
2.618 130-067
4.250 129-166
Fisher Pivots for day following 26-Mar-2013
Pivot 1 day 3 day
R1 131-206 131-195
PP 131-187 131-165
S1 131-168 131-135

These figures are updated between 7pm and 10pm EST after a trading day.

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